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ARROW-16461: [C++] Fix sporadic Thread Sanitizer failure

In debug mode the `ThreadedTaskGroup::finished_` member would be read unlocked, so make it atomic.

Note that the failure should be harmless, but still deserves fixing to improve CI reliability.

Closes #13067 from pitrou/ARROW-16461-atomic-finished

Authored-by: Antoine Pitrou <antoine@python.org>
Signed-off-by: Antoine Pitrou <antoine@python.org>